Soc. Generale Call 820 LLY 19.07.2024
/ DE000SW8LEK2
Soc. Generale Call 820 LLY 19.07..../ DE000SW8LEK2 /
| 7/12/2024 8:43:56 AM |
Chg.-0.56 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.48EUR |
-5.07% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
820.00 - |
7/19/2024 |
Call |
Master data
| WKN: |
SW8LEK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
4/4/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.05 |
| Intrinsic value: |
4.96 |
| Implied volatility: |
2.14 |
| Historic volatility: |
0.26 |
| Parity: |
4.96 |
| Time value: |
6.99 |
| Break-even: |
939.50 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.64 |
| Theta: |
-7.51 |
| Omega: |
4.64 |
| Rho: |
0.07 |
Quote data
| Open: |
10.48 |
| High: |
10.48 |
| Low: |
10.48 |
| Previous Close: |
11.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.76% |
| 1 Month |
|
|
+53.44% |
| 3 Months |
|
|
+250.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.04 |
8.84 |
| 1M High / 1M Low: |
11.04 |
6.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
